Police tow a vehicle from Times Square after a bomb was found inside it

FBI agents inspect evidence in the garage of a house in Connecticut

The Pakistani Taliban has denied any role in the botched car bombing in Times Square, but praised the suspect for a "brave job" as New York authorities pressed him on his claims of terrorist training.

US law enforcement officials travelled to Pakistan to question four alleged members of another militant group, Jaish-e-Mohammad, about possible connections to Faisal Shahzad, who is charged with terrorism and weapons offences in the failed bombing that shut down Times Square on Saturday night.

Authorities are also investigating any suspicious incidents, which has seen the bomb squad being called out to look at a truck with a strong odour of petrol abandoned on the Robert F Kennedy Bridge. Nothing dangerous was found inside. A flight to the Middle East on the same airline that Shahzad boarded before his arrest on Monday was called back when a passenger's name was similar to that of someone on the government's no-fly list.

Shahzad, 30, is in custody and talking to investigators. He is a former budget analyst who had been living in a low-rent apartment in Connecticut since returning from a five-month trip to Pakistan.

Officials are trying to trace his movements in his homeland to determine whether he is connected to foreign terrorist groups.

"He's being cooperative," police commissioner Raymond Kelly said, adding that investigators want to find out if "what he's saying is in fact the truth".

Law enforcement officials sought to find out if Shahzad is connected to a broader terror plot and are trying to trace his steps during his trip to Pakistan that ended in February.

Authorities said they have yet to establish a firm link between Shahzad and an extremist group.

US Ambassador to Pakistan Anne Patterson has laid groundwork for requesting help from Pakistan by reaching out to Prime Minister Yousuf Gilani and foreign minister Shah Mahmood Qureshi. Federal officials are investigating how Shahzad paid his rent and financed the bomb plot since he returned from Pakistan with no apparent job.

He paid for the used SUV with 13 100 US dollar bills. It is being investigated whether Shahzad received money from militant groups - including the Pakistani Taliban, which claimed responsibility for the bombing in three videos over the weekend, a law enforcement official said.